-10.6%
BITO vs INCY
+84.3%
-94.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.4% |
| 7D | -3.4% | -4.2% | +0.7% | -2.2% |
| 30D | +21.4% | +0.6% | +20.8% | +21.2% |
| 3M | +20.5% | +12.6% | +7.8% | +15.7% |
| 6M | +7.4% | +28.3% | -20.9% | -1.3% |
| YTD | -13.9% | +23.0% | -36.9% | -20.1% |
| 1Y | -35.1% | +41.0% | -76.0% | -42.7% |
| 3Y | +156.8% | +88.6% | +68.2% | +98.1% |
| All | -10.6% | +84.3% | -94.9% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling